Epam Systems Stock Alpha and Beta Analysis
| EPAM Stock | USD 245.79 2.88 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EPAM Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in EPAM Systems over a specified time horizon. Remember, high EPAM Systems' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to EPAM Systems' market risk premium analysis include:
Beta 1.31 | Alpha 0.18 | Risk 2.55 | Sharpe Ratio 0.14 | Expected Return 0.35 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
EPAM |
EPAM Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EPAM Systems market risk premium is the additional return an investor will receive from holding EPAM Systems long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in EPAM Systems. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate EPAM Systems' performance over market.| α | 0.18 | β | 1.31 |
EPAM Systems expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of EPAM Systems' Buy-and-hold return. Our buy-and-hold chart shows how EPAM Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EPAM Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how EPAM Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EPAM Systems shares will generate the highest return on investment. By understating and applying EPAM Systems stock market price indicators, traders can identify EPAM Systems position entry and exit signals to maximize returns.
EPAM Systems Return and Market Media
The median price of EPAM Systems for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 199.98 with a coefficient of variation of 9.16. The daily time series for the period is distributed with a sample standard deviation of 19.0, arithmetic mean of 207.5, and mean deviation of 15.19. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Is EPAM Systems, Inc.s Latest Stock Performance Being Led By Its Strong Fundamentals | 09/26/2024 |
2 | IIITHs social incubator hosts Roundtable on Startup Innovation in Climate Action | 10/24/2024 |
3 | Disposition of tradable shares by Elaina Shekhter of EPAM Systems at 302.24 subject to Rule 16b-3 | 10/25/2024 |
4 | EPAM Systems earnings beat by 0.42, revenue topped estimates | 11/07/2024 |
5 | Decoding EPAM Systems Inc A Strategic SWOT Insight | 11/08/2024 |
6 | EPAM Systems Inc s Winning Formula Financial Metrics and Competitive Strengths | 11/11/2024 |
7 | EPAM stock upgraded by Scotiabank on revenue beat and positive demand sentiment | 11/12/2024 |
8 | EPAM Systems, Inc. Sees Large Growth in Short Interest | 11/18/2024 |
9 | Disposition of tradable shares by Edward Rockwell of EPAM Systems at 302.24 subject to Rule 16b-3 | 11/19/2024 |
10 | EPAM Systems Pioneering AI-Driven Solutions for Global Growth | 11/20/2024 |
11 | EPAM Systems, Inc. Stock Position Increased by Aurora Investment Counsel | 11/21/2024 |
12 | Empresas mexicanas recurren a socios de AWS para transformacin en la nube | 11/26/2024 |
About EPAM Systems Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including EPAM or other stocks. Alpha measures the amount that position in EPAM Systems has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 74.68 | 70.56 | 69.8 | 96.55 | PTB Ratio | 15.19 | 6.26 | 4.95 | 5.19 |
EPAM Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of EPAM Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, EPAM Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of EPAM Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of EPAM Systems. Please utilize our Beneish M Score to check the likelihood of EPAM Systems' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with EPAM Systems
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out EPAM Systems Backtesting, EPAM Systems Valuation, EPAM Systems Correlation, EPAM Systems Hype Analysis, EPAM Systems Volatility, EPAM Systems History and analyze EPAM Systems Performance. To learn how to invest in EPAM Stock, please use our How to Invest in EPAM Systems guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
EPAM Systems technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.